Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-865

Wide bounds to CMAESOptimizer result in NaN parameters passed to fitness function

    XMLWordPrintableJSON

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.0
    • Fix Version/s: 3.1
    • Labels:
      None

      Description

      If you give large values as lower/upper bounds (for example -Double.MAX_VALUE as a lower bound), the optimizer can call the fitness function with parameters set to NaN. My guess is this is due to FitnessFunction.encode/decode generating NaN when normalizing/denormalizing parameters. For example, if the difference between the lower and upper bound is greater than Double.MAX_VALUE, encode could divide infinity by infinity.

        Attachments

        1. Math865Test.java
          2 kB
          Frank Hess

          Activity

            People

            • Assignee:
              erans Gilles Sadowski
              Reporter:
              fhess Frank Hess
            • Votes:
              0 Vote for this issue
              Watchers:
              2 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: